Tid: 25 november 2002 kl 1515-1600
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Mikael Freilich. Bild
Titel: One step prediction of financial time series. (Master thesis)
Sammanfattning: Two models for prediction of financial time series are examined. One method is a pattern matching technique and the other uses neural networks. The methods are applied on two groups of stocks; actively traded stocks in large companies and not actively traded stocks in smaller companies.